HEDGING DOUBLE BARRIERS WITH SINGLES (Q3023924): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION / rank | |||
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| Property / cites work: Pricing Options With Curved Boundaries<sup>1</sup> / rank | |||
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| Property / cites work: Pricing double barrier options using Laplace transforms / rank | |||
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| Property / full work available at URL: https://doi.org/10.1142/s0219024905002998 / rank | |||
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| Property / OpenAlex ID: W2158765561 / rank | |||
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Latest revision as of 09:47, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING DOUBLE BARRIERS WITH SINGLES |
scientific article |
Statements
HEDGING DOUBLE BARRIERS WITH SINGLES (English)
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6 July 2005
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single barrier options
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static hedging
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